Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19/12/2014 | 1,81% | 1,04 | 1,06 | 100 000 | 100 000 | 100 000 | 100 000 | 104 774 | 106 692 | 96,79% | 96,79% |
18/12/2014 | 0,94% | 1,04 | 1,05 | 200 000 | 200 000 | 122 279 | 122 279 | 128 921 | 130 144 | 95,42% | 95,42% |
17/12/2014 | 1,04% | 0,99 | 1,00 | 200 000 | 200 000 | 121 909 | 121 909 | 117 342 | 118 561 | 97,15% | 97,15% |
16/12/2014 | 1,11% | 0,96 | 0,97 | 200 000 | 200 000 | 121 097 | 121 097 | 109 462 | 110 673 | 95,76% | 95,76% |
15/12/2014 | 1,06% | 0,93 | 0,94 | 200 000 | 200 000 | 121 462 | 121 462 | 113 466 | 114 681 | 95,06% | 95,06% |
12/12/2014 | 1,10% | 0,93 | 0,94 | 200 000 | 200 000 | 121 334 | 121 334 | 110 488 | 111 701 | 97,69% | 97,69% |
11/12/2014 | 1,10% | 0,94 | 0,95 | 200 000 | 200 000 | 121 661 | 121 661 | 111 060 | 112 277 | 97,91% | 97,91% |
10/12/2014 | 1,03% | 0,95 | 0,96 | 200 000 | 200 000 | 122 803 | 122 803 | 118 171 | 119 399 | 91,30% | 91,30% |
09/12/2014 | 1,12% | 0,89 | 0,90 | 200 000 | 200 000 | 121 999 | 121 999 | 107 889 | 109 109 | 95,84% | 95,84% |